|
REPORT DATE: 8/1/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
14,669 |
4.5 |
253 |
0.1 |
324,589 |
NON U.S. |
|
26,173 |
8.1 |
2,756 |
0.8 |
|
|
15 |
40,842 |
12.6 |
3,009 |
0.9 |
|
CBT WHEAT-HRW |
U.S. |
|
8,445 |
4.5 |
57 |
0.0 |
186,603 |
NON U.S. |
|
15,971 |
8.6 |
3,391 |
1.8 |
|
|
13 |
24,416 |
13.1 |
3,448 |
1.8 |
|
CBT CORN |
U.S. |
|
53,591 |
4.1 |
0 |
0.0 |
1,317,852 |
NON U.S. |
|
78,079 |
5.9 |
6,887 |
0.5 |
|
|
14 |
131,670 |
10.0 |
6,887 |
0.5 |
|
CBT SOYBEANS |
U.S. |
|
26,041 |
4.1 |
1,833 |
0.3 |
639,859 |
NON U.S. |
|
38,160 |
6.0 |
10,169 |
1.6 |
|
|
14 |
64,201 |
10.0 |
12,002 |
1.9 |
|
IFED CALIF CARBON 23 |
NON U.S. |
|
1,170 |
0.7 |
65,241 |
36.7 |
177,808 |
|
8 |
1,170 |
0.7 |
65,241 |
36.7 |
|
IFED RGGI V2023 |
NON U.S. |
|
2,209 |
4.1 |
31,127 |
58.2 |
53,441 |
|
5 |
2,209 |
4.1 |
31,127 |
58.2 |
|
CBT SOYBEAN OIL |
U.S. |
|
23,816 |
5.0 |
1,933 |
0.4 |
475,393 |
NON U.S. |
|
34,892 |
7.3 |
531 |
0.1 |
|
|
11 |
58,708 |
12.3 |
2,464 |
0.5 |
|
CBT UST BOND |
U.S. |
6 |
24,747 |
1.9 |
3,490 |
0.3 |
1,293,818 |
NON U.S. |
10 |
3,525 |
0.3 |
27,195 |
2.1 |
|
|
16 |
28,272 |
2.2 |
30,685 |
2.4 |
|
CBT ULTRA UST BOND |
U.S. |
|
4,713 |
0.3 |
147 |
0.0 |
1,542,752 |
NON U.S. |
|
2,194 |
0.1 |
12,205 |
0.8 |
|
|
7 |
6,907 |
0.4 |
12,352 |
0.8 |
|
NYME NY HARBOR ULSD |
U.S. |
|
9,045 |
2.8 |
4,853 |
1.5 |
328,403 |
NON U.S. |
|
14,023 |
4.3 |
1,990 |
0.6 |
|
|
12 |
23,068 |
7.0 |
6,843 |
2.1 |
|
IFED NAT GAS ICE LD1 |
U.S. |
5 |
14,213 |
0.2 |
1,713,768 |
26.8 |
6,386,265 |
NON U.S. |
9 |
62,927 |
1.0 |
1,065,968 |
16.7 |
|
|
14 |
77,140 |
1.2 |
2,779,736 |
43.5 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
113,933 |
19.6 |
78,730 |
13.5 |
581,345 |
NON U.S. |
|
76,529 |
13.2 |
15,473 |
2.7 |
|
|
9 |
190,462 |
32.8 |
94,203 |
16.2 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
13,056 |
3.7 |
43,292 |
12.3 |
351,534 |
NON U.S. |
5 |
31,516 |
9.0 |
144 |
0.0 |
|
|
9 |
44,572 |
12.7 |
43,436 |
12.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
151 |
0.0 |
8,193 |
0.9 |
883,198 |
NON U.S. |
|
16,966 |
1.9 |
495,030 |
56.0 |
|
|
7 |
17,117 |
1.9 |
503,223 |
57.0 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
18,459 |
5.5 |
5,031 |
1.5 |
333,391 |
NON U.S. |
|
8,606 |
2.6 |
1,571 |
0.5 |
|
|
6 |
27,065 |
8.1 |
6,602 |
2.0 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
63,799 |
10.4 |
14,332 |
2.3 |
615,020 |
NON U.S. |
5 |
12,605 |
2.0 |
43,174 |
7.0 |
|
|
9 |
76,404 |
12.4 |
57,506 |
9.4 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
3,846 |
0.8 |
127,855 |
27.5 |
465,019 |
NON U.S. |
5 |
330 |
0.1 |
35,539 |
7.6 |
|
|
9 |
4,176 |
0.9 |
163,394 |
35.1 |
|
IFED CIG ROCKIES BASIS |
U.S. |
4 |
1,443 |
0.4 |
204,646 |
53.0 |
386,129 |
NON U.S. |
4 |
0 |
0.0 |
40,851 |
10.6 |
|
|
8 |
1,443 |
0.4 |
245,497 |
63.6 |
|
IFED TCO Basis |
U.S. |
|
31 |
0.0 |
88,195 |
40.5 |
217,770 |
NON U.S. |
|
1,629 |
0.7 |
22,833 |
10.5 |
|
|
7 |
1,660 |
0.8 |
111,028 |
51.0 |
|
IFED CG Mainline Basis |
U.S. |
|
101 |
0.0 |
58,743 |
21.4 |
274,513 |
NON U.S. |
|
0 |
0.0 |
46,549 |
17.0 |
|
|
5 |
101 |
0.0 |
105,292 |
38.4 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
7,109 |
0.9 |
257,409 |
33.8 |
760,838 |
NON U.S. |
5 |
20,126 |
2.6 |
202,631 |
26.6 |
|
|
9 |
27,235 |
3.6 |
460,040 |
60.5 |
|
IFED EP SAN JUAN BASIS |
U.S. |
|
6,697 |
3.0 |
26,291 |
11.8 |
223,586 |
NON U.S. |
|
0 |
0.0 |
21,772 |
9.7 |
|
|
5 |
6,697 |
3.0 |
48,063 |
21.5 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
130,942 |
28.0 |
705 |
0.2 |
468,042 |
NON U.S. |
|
15,908 |
3.4 |
0 |
0.0 |
|
|
5 |
146,850 |
31.4 |
705 |
0.2 |
|
IFED MICHCON BASIS |
U.S. |
|
302 |
0.1 |
38,025 |
14.0 |
271,585 |
NON U.S. |
|
2,875 |
1.1 |
9,446 |
3.5 |
|
|
6 |
3,177 |
1.2 |
47,471 |
17.5 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
1,587 |
0.6 |
79,568 |
31.0 |
256,786 |
NON U.S. |
|
0 |
0.0 |
10,252 |
4.0 |
|
|
6 |
1,587 |
0.6 |
89,820 |
35.0 |
|
IFED ONEOK GAS TRANSPORTATION BASIS |
U.S. |
|
0 |
0.0 |
13,545 |
30.5 |
44,353 |
NON U.S. |
|
3,307 |
7.5 |
4,750 |
10.7 |
|
|
5 |
3,307 |
7.5 |
18,295 |
41.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
18,230 |
4.9 |
214,416 |
57.1 |
375,494 |
NON U.S. |
|
0 |
0.0 |
13,523 |
3.6 |
|
|
5 |
18,230 |
4.9 |
227,939 |
60.7 |
|
IFED TRANSCO LEIDY BASIS |
U.S. |
|
1,802 |
2.1 |
16,376 |
19.4 |
84,581 |
NON U.S. |
|
1,460 |
1.7 |
8,559 |
10.1 |
|
|
5 |
3,262 |
3.9 |
24,935 |
29.5 |
|
NYME NAT GAS NYME |
U.S. |
4 |
35,717 |
3.0 |
41,246 |
3.4 |
1,206,160 |
NON U.S. |
11 |
59,838 |
5.0 |
23,164 |
1.9 |
|
|
15 |
95,555 |
7.9 |
64,410 |
5.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
2,941 |
0.8 |
47,987 |
13.2 |
364,435 |
NON U.S. |
5 |
2,719 |
0.7 |
46,427 |
12.7 |
|
|
9 |
5,660 |
1.6 |
94,414 |
25.9 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
34,652 |
18.4 |
22,243 |
11.8 |
188,078 |
NON U.S. |
|
49,739 |
26.4 |
5,615 |
3.0 |
|
|
10 |
84,391 |
44.9 |
27,858 |
14.8 |
|
CBT SOYBEAN MEAL |
U.S. |
|
18,515 |
3.8 |
159 |
0.0 |
489,771 |
NON U.S. |
|
34,642 |
7.1 |
563 |
0.1 |
|
|
11 |
53,157 |
10.9 |
722 |
0.1 |
|
ICUS COTTON NO. 2 |
U.S. |
|
8,947 |
4.2 |
559 |
0.3 |
211,204 |
NON U.S. |
|
22,767 |
10.8 |
12,558 |
5.9 |
|
|
14 |
31,714 |
15.0 |
13,117 |
6.2 |
|
NYME HENRY HUB |
U.S. |
4 |
9,129 |
2.2 |
133,341 |
31.7 |
421,003 |
NON U.S. |
6 |
21,950 |
5.2 |
90,362 |
21.5 |
|
|
10 |
31,079 |
7.4 |
223,703 |
53.1 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
22,965 |
17.3 |
14,904 |
11.2 |
133,022 |
NON U.S. |
6 |
35,660 |
26.8 |
10,339 |
7.8 |
|
|
10 |
58,625 |
44.1 |
25,243 |
19.0 |
|
CBT UST 2Y NOTE |
U.S. |
6 |
15,977 |
0.4 |
14,840 |
0.4 |
3,634,325 |
NON U.S. |
29 |
36,597 |
1.0 |
26,810 |
0.7 |
|
|
35 |
52,574 |
1.4 |
41,650 |
1.1 |
|
CBT UST 10Y NOTE |
U.S. |
8 |
77,274 |
1.6 |
13,154 |
0.3 |
4,830,156 |
NON U.S. |
25 |
28,089 |
0.6 |
91,575 |
1.9 |
|
|
33 |
105,363 |
2.2 |
104,729 |
2.2 |
|
CBT ULTRA UST 10Y |
U.S. |
|
56,591 |
3.2 |
828 |
0.0 |
1,786,959 |
NON U.S. |
|
3,290 |
0.2 |
12,473 |
0.7 |
|
|
6 |
59,881 |
3.4 |
13,301 |
0.7 |
|
CBT UST 5Y NOTE |
U.S. |
9 |
39,356 |
0.7 |
38,739 |
0.7 |
5,557,476 |
NON U.S. |
22 |
74,111 |
1.3 |
69,579 |
1.3 |
|
|
31 |
113,467 |
2.0 |
108,318 |
1.9 |
|
CBT FED FUNDS |
U.S. |
6 |
170,923 |
11.8 |
91,915 |
6.4 |
1,445,326 |
NON U.S. |
25 |
176,216 |
12.2 |
108,422 |
7.5 |
|
|
31 |
347,139 |
24.0 |
200,337 |
13.9 |
|
CME EURO SHORT TERM RATE |
U.S. |
|
1,345 |
17.9 |
289 |
3.8 |
7,512 |
NON U.S. |
|
2,038 |
27.1 |
2,230 |
29.7 |
|
|
5 |
3,383 |
45.0 |
2,519 |
33.5 |
|
CME LEAN HOGS |
U.S. |
|
8,760 |
4.2 |
0 |
0.0 |
209,937 |
NON U.S. |
|
18,415 |
8.8 |
3,579 |
1.7 |
|
|
11 |
27,175 |
12.9 |
3,579 |
1.7 |
|
CME LIVE CATTLE |
U.S. |
|
9,466 |
2.9 |
1,115 |
0.3 |
320,998 |
NON U.S. |
|
16,047 |
5.0 |
2 |
0.0 |
|
|
10 |
25,513 |
7.9 |
1,117 |
0.3 |
|
CME FEEDER CATTLE |
U.S. |
|
791 |
1.4 |
8 |
0.0 |
58,200 |
NON U.S. |
|
1,259 |
2.2 |
1,041 |
1.8 |
|
|
7 |
2,050 |
3.5 |
1,049 |
1.8 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
387 |
1.4 |
1,669 |
5.9 |
28,149 |
NON U.S. |
|
510 |
1.8 |
938 |
3.3 |
|
|
5 |
897 |
3.2 |
2,607 |
9.3 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
185 |
0.7 |
1,269 |
4.8 |
26,400 |
NON U.S. |
|
144 |
0.5 |
622 |
2.4 |
|
|
5 |
329 |
1.2 |
1,891 |
7.2 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,886 |
5.9 |
82,535 |
NON U.S. |
|
0 |
0.0 |
1,164 |
1.4 |
|
|
5 |
0 |
0.0 |
6,050 |
7.3 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
2,711 |
2.2 |
2,010 |
1.6 |
123,845 |
NON U.S. |
|
5,287 |
4.3 |
485 |
0.4 |
|
|
5 |
7,998 |
6.5 |
2,495 |
2.0 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
18 |
0.0 |
1,583 |
2.5 |
64,136 |
NON U.S. |
|
328 |
0.5 |
1,515 |
2.4 |
|
|
8 |
346 |
0.5 |
3,098 |
4.8 |
|
NYME PROPANE |
U.S. |
|
3,419 |
2.1 |
4,530 |
2.7 |
165,762 |
NON U.S. |
|
1,488 |
0.9 |
2,833 |
1.7 |
|
|
9 |
4,907 |
3.0 |
7,363 |
4.4 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
323 |
0.7 |
2,820 |
6.4 |
44,037 |
NON U.S. |
|
240 |
0.5 |
3,151 |
7.2 |
|
|
7 |
563 |
1.3 |
5,971 |
13.6 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
511 |
0.8 |
2,803 |
4.4 |
64,209 |
NON U.S. |
|
1,111 |
1.7 |
1,218 |
1.9 |
|
|
6 |
1,622 |
2.5 |
4,021 |
6.3 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
55 |
0.2 |
1,938 |
6.2 |
31,490 |
NON U.S. |
|
730 |
2.3 |
1,275 |
4.0 |
|
|
6 |
785 |
2.5 |
3,213 |
10.2 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
787 |
2.8 |
0 |
0.0 |
28,064 |
NON U.S. |
|
720 |
2.6 |
1,596 |
5.7 |
|
|
5 |
1,507 |
5.4 |
1,596 |
5.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
9,765 |
1.9 |
9,849 |
1.9 |
521,014 |
NON U.S. |
|
1,431 |
0.3 |
2,385 |
0.5 |
|
|
5 |
11,196 |
2.1 |
12,234 |
2.3 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
2,988 |
7.5 |
2,400 |
6.0 |
40,100 |
NON U.S. |
|
2,298 |
5.7 |
0 |
0.0 |
|
|
5 |
5,286 |
13.2 |
2,400 |
6.0 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
15,800 |
28.8 |
54,798 |
|
6 |
0 |
0.0 |
15,800 |
28.8 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
18,581 |
1.1 |
183,566 |
10.5 |
1,752,072 |
NON U.S. |
11 |
36,877 |
2.1 |
108,480 |
6.2 |
|
|
15 |
55,458 |
3.2 |
292,046 |
16.7 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
6,035 |
4.8 |
32,088 |
25.3 |
126,830 |
NON U.S. |
6 |
7,649 |
6.0 |
11,490 |
9.1 |
|
|
10 |
13,684 |
10.8 |
43,578 |
34.4 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
1,015 |
0.4 |
4,076 |
1.7 |
235,988 |
NON U.S. |
|
150 |
0.1 |
183 |
0.1 |
|
|
5 |
1,165 |
0.5 |
4,259 |
1.8 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
2,059 |
1.0 |
17,120 |
8.4 |
203,008 |
NON U.S. |
|
0 |
0.0 |
24,659 |
12.1 |
|
|
6 |
2,059 |
1.0 |
41,779 |
20.6 |
|
ICUS COCOA |
U.S. |
|
2,859 |
0.8 |
8,681 |
2.5 |
350,955 |
NON U.S. |
|
3,914 |
1.1 |
13,246 |
3.8 |
|
|
9 |
6,773 |
1.9 |
21,927 |
6.2 |
|
NYME PALLADIUM |
U.S. |
|
2,996 |
16.0 |
215 |
1.1 |
18,706 |
NON U.S. |
|
1,427 |
7.6 |
149 |
0.8 |
|
|
13 |
4,423 |
23.6 |
364 |
1.9 |
|
NYME PLATINUM |
U.S. |
5 |
1,137 |
1.7 |
18,781 |
27.3 |
68,875 |
NON U.S. |
22 |
3,576 |
5.2 |
4,773 |
6.9 |
|
|
27 |
4,713 |
6.8 |
23,554 |
34.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
7,275 |
0.8 |
22,087 |
2.4 |
919,658 |
NON U.S. |
|
41,689 |
4.5 |
64,050 |
7.0 |
|
|
12 |
48,964 |
5.3 |
86,137 |
9.4 |
|
ICUS COFFEE C |
U.S. |
|
8,453 |
4.3 |
96 |
0.0 |
198,202 |
NON U.S. |
|
11,257 |
5.7 |
10,959 |
5.5 |
|
|
18 |
19,710 |
9.9 |
11,055 |
5.6 |
|
CMX SILVER |
U.S. |
5 |
3,533 |
2.5 |
32,309 |
22.4 |
144,138 |
NON U.S. |
16 |
8,695 |
6.0 |
25,165 |
17.5 |
|
|
21 |
12,228 |
8.5 |
57,474 |
39.9 |
|
CMX COPPER- #1 |
U.S. |
|
13,439 |
5.7 |
1,853 |
0.8 |
236,399 |
NON U.S. |
|
18,649 |
7.9 |
7,866 |
3.3 |
|
|
17 |
32,088 |
13.6 |
9,719 |
4.1 |
|
CMX GOLD |
U.S. |
5 |
23,825 |
5.4 |
71,169 |
16.2 |
439,383 |
NON U.S. |
24 |
35,660 |
8.1 |
76,599 |
17.4 |
|
|
29 |
59,485 |
13.5 |
147,768 |
33.6 |
|
CME CANADIAN DOLLAR |
U.S. |
|
27,000 |
17.7 |
3,637 |
2.4 |
152,606 |
NON U.S. |
|
1,944 |
1.3 |
0 |
0.0 |
|
|
5 |
28,944 |
19.0 |
3,637 |
2.4 |
|
CME MEXICAN PESO |
U.S. |
|
0 |
0.0 |
3,992 |
1.7 |
236,446 |
NON U.S. |
|
612 |
0.3 |
1,214 |
0.5 |
|
|
7 |
612 |
0.3 |
5,206 |
2.2 |
|
CME BRITISH POUND |
U.S. |
|
163 |
0.1 |
27,269 |
12.3 |
220,906 |
NON U.S. |
|
1,053 |
0.5 |
5,529 |
2.5 |
|
|
6 |
1,216 |
0.6 |
32,798 |
14.8 |
|
CME JAPANESE YEN |
U.S. |
|
50,450 |
22.0 |
0 |
0.0 |
229,015 |
NON U.S. |
|
2,399 |
1.0 |
6,341 |
2.8 |
|
|
8 |
52,849 |
23.1 |
6,341 |
2.8 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
227,717 |
30.2 |
755,156 |
NON U.S. |
|
13,097 |
1.7 |
5,307 |
0.7 |
|
|
15 |
13,097 |
1.7 |
233,024 |
30.9 |
|
CME BRAZILIAN REAL |
NON U.S. |
|
13,135 |
21.4 |
18,303 |
29.8 |
61,510 |
|
5 |
13,135 |
21.4 |
18,303 |
29.8 |
|
NYME GASOLINE RBOB |
U.S. |
|
9,084 |
2.5 |
5,244 |
1.4 |
366,551 |
NON U.S. |
|
11,594 |
3.2 |
3,645 |
1.0 |
|
|
12 |
20,678 |
5.6 |
8,889 |
2.4 |
|
CME NZ DOLLAR |
U.S. |
|
1,054 |
2.9 |
0 |
0.0 |
36,091 |
NON U.S. |
|
3,582 |
9.9 |
699 |
1.9 |
|
|
5 |
4,636 |
12.8 |
699 |
1.9 |
|
E VIX FUTURES |
U.S. |
|
600 |
0.1 |
2,626 |
0.7 |
400,082 |
NON U.S. |
|
28,603 |
7.1 |
5,944 |
1.5 |
|
|
9 |
29,203 |
7.3 |
8,570 |
2.1 |
|
CBT DJIA x $5 |
U.S. |
|
4,122 |
3.6 |
59 |
0.1 |
113,039 |
NON U.S. |
|
5,390 |
4.8 |
24,186 |
21.4 |
|
|
11 |
9,512 |
8.4 |
24,245 |
21.4 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
3,197 |
8.4 |
0 |
0.0 |
38,270 |
NON U.S. |
|
468 |
1.2 |
4,625 |
12.1 |
|
|
5 |
3,665 |
9.6 |
4,625 |
12.1 |
|
CME SOFR-3M |
U.S. |
19 |
1,385,292 |
13.7 |
585,576 |
5.8 |
10,113,567 |
NON U.S. |
84 |
919,709 |
9.1 |
1,040,111 |
10.3 |
|
|
103 |
2,305,001 |
22.8 |
1,625,687 |
16.1 |
|
CME SOFR-1M |
U.S. |
9 |
177,900 |
25.4 |
57,380 |
8.2 |
700,329 |
NON U.S. |
32 |
110,731 |
15.8 |
87,389 |
12.5 |
|
|
41 |
288,631 |
41.2 |
144,769 |
20.7 |
|
ICUS CANOLA |
NON U.S. |
|
3,742 |
1.5 |
1,332 |
0.5 |
244,549 |
|
5 |
3,742 |
1.5 |
1,332 |
0.5 |
|
CME E-MINI S&P CONSUMER DISC INDEX |
U.S. |
|
0 |
0.0 |
218 |
2.8 |
7,846 |
NON U.S. |
|
0 |
0.0 |
4,883 |
62.2 |
|
|
5 |
0 |
0.0 |
5,101 |
65.0 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
NON U.S. |
|
174 |
1.1 |
10,163 |
65.8 |
15,453 |
|
5 |
174 |
1.1 |
10,163 |
65.8 |
|
CME E-MINI S&P 500 |
U.S. |
7 |
170,913 |
7.6 |
17,714 |
0.8 |
2,241,749 |
NON U.S. |
23 |
56,686 |
2.5 |
141,796 |
6.3 |
|
|
30 |
227,599 |
10.2 |
159,510 |
7.1 |
|
CME E-MINI S&P FINANCIAL INDEX |
NON U.S. |
|
0 |
0.0 |
18,271 |
53.5 |
34,135 |
|
5 |
0 |
0.0 |
18,271 |
53.5 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
679 |
4.5 |
0 |
0.0 |
14,936 |
NON U.S. |
|
638 |
4.3 |
7,067 |
47.3 |
|
|
8 |
1,317 |
8.8 |
7,067 |
47.3 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
211 |
1.8 |
0 |
0.0 |
11,906 |
NON U.S. |
|
236 |
2.0 |
6,733 |
56.6 |
|
|
6 |
447 |
3.8 |
6,733 |
56.6 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
577 |
1.4 |
279 |
0.7 |
39,988 |
NON U.S. |
|
8,372 |
20.9 |
7,834 |
19.6 |
|
|
5 |
8,949 |
22.4 |
8,113 |
20.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
0 |
0.0 |
28,996 |
53.2 |
54,536 |
NON U.S. |
|
3,698 |
6.8 |
3,000 |
5.5 |
|
|
5 |
3,698 |
6.8 |
31,996 |
58.7 |
|
CME E-MINI S&P REAL ESTATE INDEX |
NON U.S. |
|
0 |
0.0 |
7,889 |
80.6 |
9,788 |
|
5 |
0 |
0.0 |
7,889 |
80.6 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
28,550 |
7.8 |
65,970 |
18.0 |
367,352 |
NON U.S. |
|
39,908 |
10.9 |
90,220 |
24.6 |
|
|
9 |
68,458 |
18.6 |
156,190 |
42.5 |
|
CME THREE-MONTH BLOOMBERG ST BANK |
U.S. |
|
2 |
0.0 |
6,110 |
79.1 |
7,726 |
NON U.S. |
|
34 |
0.4 |
345 |
4.5 |
|
|
5 |
36 |
0.5 |
6,455 |
83.5 |
|
CMX ALUMINUM MWP |
U.S. |
|
9,069 |
33.1 |
0 |
0.0 |
27,394 |
NON U.S. |
|
3,164 |
11.5 |
0 |
0.0 |
|
|
5 |
12,233 |
44.7 |
0 |
0.0 |
|
CME NASDAQ MINI |
U.S. |
5 |
10,551 |
4.0 |
1,741 |
0.7 |
262,908 |
NON U.S. |
12 |
14,036 |
5.3 |
28,231 |
10.7 |
|
|
17 |
24,587 |
9.4 |
29,972 |
11.4 |
|